Found 18 white papers and resources

An interest rate derivative is a derivative that gives an investor the right to buy or receive money at a certain interest rate in the future. Interest rate derivatives are used to circumvent the risk and uncertainty attached interest rates.

The current pace of regulatory change can seem overwhelming to many buy-side firms trading Derivatives. The move to central clearing of some OTC products has raised a number of new challenges around the collateral management process that buy-side firms must deal with.
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This special report explores lessons learned from the first EMIR reporting phase, which became effective on Feb. 12, and looks forward to the newest phase, exploring what the newly reported data will tell regulators about the bigger picture of the derivatives market in the European Union. We also
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Financial firms are currently experiencing significant regulatory and cost pressures. This is leading to a search for ways to optimize various aspects of trade types that involve some level of counterparty credit risk (derivatives, securities lending, repo).
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This article examines how a swap portfolio’s value differs under the single and multi-curve approaches at four different snapshots in time―including pre-crisis, at the height of the crisis, post-crisis and today.
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CFOs will have to re-evaluate their hedge accounting strategies to mitigate a new wave of exposure challenges caused by volatile energy and equity markets. This white paper reviews forthcoming changes to the current system of hedge accounting.
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Litigation that has been generated from LIBOR manipulation has seen a large number of interest rate swap (IRS) mis-selling claimants amend their pleas. This white paper reviews such cases and their outcomes.
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